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~person:"Zhang, Jin E."
~subject:"Option trading"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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Option trading
Optionsgeschäft
19
Volatility
14
Volatilität
14
Option pricing theory
12
Optionspreistheorie
12
Risiko
5
Risk
5
Estimation
4
Index futures
4
Index-Futures
4
Schätzung
4
Black-Scholes model
3
Black-Scholes-Modell
3
China
3
Derivat
3
Derivative
3
Index derivative
3
Indexderivat
3
Risikoprämie
3
Risk premium
3
Anlageverhalten
2
Behavioural finance
2
COVID-19
2
Coronavirus
2
Forecasting model
2
Hedging
2
Implied volatility (IV)
2
Portfolio selection
2
Portfolio-Management
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Prognoseverfahren
2
Theorie
2
Theory
2
Welt
2
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2
prediction
2
2015
1
ARCH model
1
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Aktienoption
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Article
18
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Arbeitspapier
Aufsatz in Zeitschrift
Article in journal
18
Graue Literatur
1
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1
Working Paper
1
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English
19
Author
All
Zhang, Jin E.
Ryu, Doojin
25
Wang, Xingchun
22
Carr, Peter
16
Joshi, Mark S.
15
Lee, Hangsuck
15
Kang, Jangkoo
12
Kwok, Yue-Kuen
12
Poteshman, Allen M.
12
Todorov, Viktor
12
Cui, Zhenyu
11
Fusari, Nicola
11
Kräussl, Roman
11
Zanette, Antonino
11
Andersen, Torben
10
Jackwerth, Jens Carsten
10
Lung, Peter P.
10
Madan, Dilip B.
10
Perrakis, Stylianos
10
Stentoft, Lars
10
Stork, Philip
10
Wu, Liuren
10
Chang, Chuang-chang
9
Crouhy, Michel
9
Doran, James S.
9
Escobar, Marcos
9
Fodor, Andy
9
Fusai, Gianluca
9
Hobson, David G.
9
Løchte Jørgensen, Peter
9
McAleer, Michael
9
Schoutens, Wim
9
Wei, Jason
9
Bebchuk, Lucian A.
8
Bernales, Alejandro
8
Cai, Ning
8
Farkas, Walter
8
He, Xin-Jiang
8
Kirkby, J. Lars
8
Kōnstantinidēs, Giōrgos
8
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The journal of futures markets
5
Applied economics
2
Economics letters
1
Emerging markets review
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of banking & finance
1
Journal of behavioral and experimental finance
1
Journal of commodity markets
1
Journal of economic dynamics & control
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Pacific-Basin finance journal
1
Review of derivatives research
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
1
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ECONIS (ZBW)
19
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1
Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
2
The COVID-19 risk in the Chinese option market
Li, Jianhui
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
; …
- In:
International review of finance : the official journal …
22
(
2022
)
2
,
pp. 346-355
Persistent link: https://www.econbiz.de/10013275599
Saved in:
3
VIX option-implied volatility slope and VIX futures returns
Yoon, Jungah
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 1002-1038
Persistent link: https://www.econbiz.de/10013287910
Saved in:
4
Carr and Wu's (2020) framework in the oil ETF option market
Jia, Xiaolan
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Journal of commodity markets
31
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477744
Saved in:
5
The volatility index and volatility risk premium in China
Yue, Tian
;
Ruan, Xinfeng
;
Gehricke, Sebastian
;
Zhang, Jin E.
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 40-55
Persistent link: https://www.econbiz.de/10014461535
Saved in:
6
The price of COVID-19-induced uncertainty in the options market
Li, Jianhui
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Economics letters
211
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013172691
Saved in:
7
Pricing VXX options by modeling VIX directly
Lin, Wei
;
Zhang, Jin E.
- In:
The journal of futures markets
42
(
2022
)
5
,
pp. 888-922
Persistent link: https://www.econbiz.de/10013187612
Saved in:
8
Option traders are concerned about climate risks : ESG ratings and short-term sentiment
Ford, Jansson M.
;
Gehricke, Sebastian A.
;
Zhang, Jin E.
- In:
Journal of behavioral and experimental finance
35
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014227611
Saved in:
9
The implied volatility smirk in SPY options
Guo, Wei
;
Gehricke, Sebastian A.
;
Ruan, Xinfeng
;
Zhang, …
- In:
Applied economics
53
(
2021
)
23
,
pp. 2671-2692
Persistent link: https://www.econbiz.de/10012501393
Saved in:
10
The implied volatility smirk in the Chinese equity options market
Yue, Tian
;
Gehricke, Sebastian A.
;
Zhang, Jin E.
;
Pan, …
- In:
Pacific-Basin finance journal
69
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013369869
Saved in:
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